V-Lab: ADT Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ADT Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:45.08% (-0.37%)

Analysis last updated: Wednesday, May 1, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2874	5.70
$α$	0.0845	1.74
$β$	0.5036	2.23
$γ_{1}$	0.7203	2.09
$γ_{2}$	-1.2429	-2.20
$γ_{3}$	0.7997	1.94
$γ_{4}$	-0.2372	-0.52

Estimation Period:
Jan 19, 2018 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts